Anic Equity¶

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Total return since start: 0.558 %¶

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Equity now: -----------------------------> 47601.65 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46206.74 Kr¶

PnL: ---------------------------------------> -681.83 Kr¶

DD now: ---------------------------------> -2.114 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-19 09:35:02.052785'

Anic Portfolio¶

Today¶

Return: -0.635 %¶

This Week¶

Return: 0.143 %¶

Total¶

Return: 55.836 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
HEBA B 70 -1.490000 2768.500000 132.500000 5.030000 2636.000010
Beijer Electronics Group 26 -1.490000 3099.200000 128.200000 4.320000 2971.000006
FM Mattsson Mora Group B 50 0.000000 3005.000000 78.000000 2.660000 2927.000000
Corem Property Group B 59 0.000000 637.790000 60.790000 10.540000 576.999999
Samhällsbyggnadsbo. i Norden B 20 -4.440000 404.800000 49.800000 14.030000 355.000000
OEM International B 7 0.250000 562.800000 34.800000 6.590000 527.999997
Norva24 Group 16 0.670000 576.000000 33.000000 6.080000 543.000000
SAAB B 8 -0.050000 3400.000000 23.000000 0.680000 3377.000000
Boozt 12 -2.720000 1676.400000 22.400000 1.350000 1653.999996
HMS Networks 2 -2.420000 694.000000 21.000000 3.120000 673.000000
MedCap 2 -1.350000 440.000000 19.000000 4.510000 421.000000
Intrum 4 -1.300000 545.600000 18.600000 3.530000 527.000000
Coor Service Management Hold. 8 -0.510000 548.800000 16.800000 3.160000 532.000000
Eastnine 4 -0.310000 506.400000 15.400000 3.140000 491.000000
AcadeMedia 12 -1.100000 562.800000 5.800000 1.040000 557.000004
Samhällsbyggnadsbo. i Norden D 12 -2.340000 250.800000 4.800000 1.950000 246.000000
Creaspac SPAC 6 0.310000 580.800000 3.800000 0.660000 577.000002
Fastighetsbolag. Emilshus Pref 21 -0.740000 564.900000 2.900000 0.520000 562.000005
Swedbank A 3 -0.080000 566.700000 2.700000 0.480000 564.000000
Securitas B 6 -0.440000 571.800000 1.800000 0.320000 570.000000
Resurs Holding 22 -0.870000 574.200000 0.200000 0.030000 573.999998
Handelsbanken A 5 0.920000 546.000000 0.000000 0.000000 546.000000
Essity B 2 0.530000 573.200000 -0.800000 -0.140000 574.000000
Essity A 4 0.000000 1144.000000 -5.000000 -0.440000 1149.000000
Karnov Group 9 0.170000 529.200000 -6.800000 -1.270000 536.000004
Midsona B 63 -0.660000 570.780000 -12.220000 -2.100000 582.999984
CTEK 13 -2.560000 520.000000 -14.000000 -2.620000 533.999999
Nordea Bank Abp 29 -0.300000 3428.960000 -25.040000 -0.720000 3453.999992
International Petroleum Corp. 5 -1.430000 552.500000 -42.070000 -7.080000 594.565215
Vivesto 1368 0.000000 569.910000 -43.090000 -7.030000 612.999432
Sampo Oyj SDB 7 0.000000 3738.000000 -112.000000 -2.910000 3850.000000
Axfood 13 -0.430000 3612.700000 -143.300000 -3.820000 3756.000001
OX2 18 -1.530000 1503.900000 -160.100000 -9.620000 1663.999992
Fasadgruppen Group 35 0.000000 3447.500000 -363.500000 -9.540000 3810.999990
Ovzon 52 -1.740000 2932.800000 -429.200000 -12.770000 3361.999992
TOTAL 46206.740000 -681.830000 -2.11442% 46888.564618

Updated:¶

'2023-01-19 09:35:14.756210'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶